Features that capture well the textural patterns of a certain class of images are crucial for the performance of texture segmentation methods. The manual selection of features or designing new ones can be a tedious task. Therefore, it is desirable to automatically adapt the features to a certain image or class of images. Typically, this requires a large set of training images with similar textures and ground truth segmentation. In this paper, we propose a framework to learn features for texture segmentation when no such training data is available. The cost function for our learning process is constructed to match a commonly used segmentation model, the piecewise constant Mumford-Shah model. This means that the features are learned such that they provide an approximately piecewise constant feature image with a small jump set. Based on this idea, we develop a two-stage algorithm which first learns suitable convolutional features and then performs segmentation. We note that the features can be learned from a small set of images, from a single image, or even from image patches. The proposed method achieves a competitive rank in the Prague texture segmentation benchmark, and it is effective for segmenting histological images.